+237.3%
AMKR vs BURL
+261.4%
-24.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +5.0% |
| 7D | -5.3% | +7.7% | -13.0% | -8.1% |
| 30D | -28.7% | -7.1% | -21.6% | -27.0% |
| 3M | -36.6% | -30.3% | -6.3% | -27.9% |
| 6M | -54.2% | -15.5% | -38.6% | -52.4% |
| YTD | -10.9% | -11.0% | +0.1% | -9.0% |
| 1Y | +1.3% | -8.4% | +9.8% | +1.5% |
| 3Y | +60.0% | +96.7% | -36.7% | +15.3% |
| 5Y | +59.3% | -14.1% | +73.3% | +50.9% |
| 10Y | +237.3% | +255.1% | -17.8% | +117.4% |
| All | +237.3% | +261.4% | -24.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling